Shanghai Stock Exchange Composite Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:11.93% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 23.35 | |
| 0.1787 | 33.03 | |
| 0.7924 | 248.88 | |
| 0.0577 | 7.45 |
Estimation Period:
May 21, 1992 to Nov 7, 2025
May 21, 1992 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices